Change sequencer image strip filename through python
The Sequencer Strip has a name property, which is assigned by the user in Blender. It also has an SequenceElement list which contains all "file" elements of that strip. (Especially with image sequences you have multiple files.) We need to access the SequenceElements filename property. Image strips only have a single SequenceElement which will be indiced with 0.

The correct code is:

import bpy

for scene in bpy.data.scenes: 
    if scene.sequence_editor is not None:
        strip = scene.sequence_editor.sequences_all
        if strip is not None:
            for obj in strip:
                if obj.type == 'IMAGE':
                    obj.name = "ok"
                    obj.elements[0].filename = "ok.png"